using System; using System.Linq; using Xunit; namespace QuanTAlib.Tests; public class JmaTests { [Fact] public void Jma_Constructor_ValidatesInput() { // JMA doesn't explicitly throw on period currently, but let's check if it handles valid inputs var jma = new Jma(10); Assert.NotNull(jma); } [Fact] public void Jma_Calc_ReturnsValue() { var jma = new Jma(10); Assert.Equal(0, jma.Last.Value); TValue result = jma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); Assert.Equal(result.Value, jma.Last.Value); } [Fact] public void Jma_Calc_IsNew_AcceptsParameter() { var jma = new Jma(10); jma.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double value1 = jma.Last.Value; jma.Update(new TValue(DateTime.UtcNow, 200), isNew: true); double value2 = jma.Last.Value; // Values should change with new bars Assert.NotEqual(value1, value2); } [Fact] public void Jma_Calc_IsNew_False_UpdatesValue() { var jma = new Jma(10); jma.Update(new TValue(DateTime.UtcNow, 100)); jma.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double beforeUpdate = jma.Last.Value; jma.Update(new TValue(DateTime.UtcNow, 120), isNew: false); double afterUpdate = jma.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void Jma_Reset_ClearsState() { var jma = new Jma(10); jma.Update(new TValue(DateTime.UtcNow, 100)); jma.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = jma.Last.Value; jma.Reset(); Assert.Equal(0, jma.Last.Value); // After reset, should accept new values jma.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, jma.Last.Value); Assert.NotEqual(valueBefore, jma.Last.Value); } [Fact] public void Jma_IsHot_BecomesTrueAfterWarmup() { var jma = new Jma(10); Assert.False(jma.IsHot); // Warmup for JMA(10) is approx 203 bars // ceil(20 + 80 * 10^0.36) = 203 int warmup = (int)Math.Ceiling(20.0 + 80.0 * Math.Pow(10, 0.36)); for (int i = 1; i < warmup; i++) { jma.Update(new TValue(DateTime.UtcNow, i * 10)); Assert.False(jma.IsHot); } jma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(jma.IsHot); } [Fact] public void Jma_IterativeCorrections_RestoreToOriginalState() { var jma = new Jma(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 20 new values (enough to fill buffer and stabilize) TValue lastInput = default; for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); lastInput = new TValue(bar.Time, bar.Close); jma.Update(lastInput, isNew: true); } // Remember JMA state double jmaAfter = jma.Last.Value; // Generate 5 corrections with isNew=false (different values) for (int i = 0; i < 5; i++) { var bar = gbm.Next(isNew: false); jma.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered last input again with isNew=false TValue finalJma = jma.Update(lastInput, isNew: false); // JMA should match the original state Assert.Equal(jmaAfter, finalJma.Value, 1e-10); } [Fact] public void Jma_NaN_Input_UsesLastValidValue() { var jma = new Jma(10); // Feed some valid values jma.Update(new TValue(DateTime.UtcNow, 100)); jma.Update(new TValue(DateTime.UtcNow, 110)); // Feed NaN - should use last valid value (110) var resultAfterNaN = jma.Update(new TValue(DateTime.UtcNow, double.NaN)); // Result should be finite (not NaN) Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Jma_SpanCalc_MatchesTSeriesCalc() { var series = new TSeries(); double[] source = new double[100]; double[] output = new double[100]; var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source[i] = bar.Close; series.Add(bar.Time, bar.Close); } // Calculate with TSeries API var tseriesResult = new Jma(10).Update(series); // Calculate with Span API Jma.Calculate(source.AsSpan(), output.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-10); } } [Fact] public void Jma_AllModes_ProduceSameResult() { // Arrange int period = 10; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch Mode var batchSeries = new Jma(period).Update(series); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Jma.Calculate(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Jma(period); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing Mode var pubSource = new TSeries(); var eventingInd = new Jma(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; // Assert Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } [Fact] public void Jma_Phase_AffectsResult() { var series = new TSeries(); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } var jmaPhase0 = new Jma(10, phase: 0).Update(series); var jmaPhase100 = new Jma(10, phase: 100).Update(series); var jmaPhaseMinus100 = new Jma(10, phase: -100).Update(series); Assert.NotEqual(jmaPhase0.Last.Value, jmaPhase100.Last.Value); Assert.NotEqual(jmaPhase0.Last.Value, jmaPhaseMinus100.Last.Value); } }